+5,228.4%
MSTR vs ELV
+2,444.2%
+2,784.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +12.2% | +3.3% | +8.9% | +11.1% |
| 30D | +45.2% | +4.2% | +41.0% | +43.3% |
| 3M | +10.4% | -0.1% | +10.4% | +10.0% |
| 6M | -2.5% | +41.3% | -43.7% | -12.6% |
| YTD | -6.0% | +17.4% | -23.5% | -11.6% |
| 1Y | -56.4% | +35.1% | -91.5% | -60.7% |
| 3Y | +306.3% | -3.2% | +309.5% | +289.9% |
| 5Y | +100.5% | +15.6% | +84.9% | +82.3% |
| 10Y | +741.1% | +276.8% | +464.3% | +366.8% |
| All | +5,228.4% | +2,444.2% | +2,784.1% | +1,777.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling